Guy-Niklas Brunotte

Guy-Niklas Brunotte
Otto-Friedrich-Universität Bamberg · Institut für Statistik und Ökonometrie

Master of Science

About

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Publication
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1
Citation
Introduction
My name is Guy-Niklas Brunotte. My research interests are machine learning, time series analysis and non-parametric statistics. In particular, i investigate locally stationary processes and their application to financial time series. Currently, i am working at the University of Bamberg.
Education
October 2017 - October 2019
Technische Universität Braunschweig
Field of study
  • Mathematics

Publications

Publication (1)
Preprint
Full-text available
The present work introduces a consistent, asymptotic level alpha test that examines whether two locally stationary processes are asymptotically independent at the same point in time. Thereby, the test procedure is obtained by using a characteristic function-based test statistic and adapting the dependent wild bootstrap to the locally stationary sit...